Uses of Class
com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Packages that use ResolvedIborCapFloor

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.

Uses of ResolvedIborCapFloor in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor with parameters of type ResolvedIborCapFloor

Modifier and Type	Method	Description
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.currencyExposure(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the currency exposure of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.currentCash(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor product.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorProductPricer.forwardRates(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider)	Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorProductPricer.impliedVolatilities(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValue(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor product.
IborCapletFloorletPeriodCurrencyAmounts	VolatilityIborCapFloorProductPricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value for each caplet/floorlet of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueDelta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueGamma(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor cap/floor product.
PointSensitivityBuilder	SabrIborCapFloorProductPricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapFloorProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapFloorProductPricer.presentValueSensitivityRates(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	SabrIborCapFloorProductPricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueTheta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor cap/floor product.

Uses of ResolvedIborCapFloor in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return ResolvedIborCapFloor

Modifier and Type	Method	Description
ResolvedIborCapFloor	ResolvedIborCapFloorTrade.getProduct()	Gets the resolved Ibor cap/floor product.
static ResolvedIborCapFloor	ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg)	Obtains an instance from a cap/floor leg with no pay leg.
static ResolvedIborCapFloor	ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a cap/floor leg and a pay leg.
ResolvedIborCapFloor	IborCapFloor.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type ResolvedIborCapFloor

Modifier and Type	Method	Description
Class<? extends ResolvedIborCapFloor>	ResolvedIborCapFloor.Meta.beanType()
org.joda.beans.BeanBuilder<? extends ResolvedIborCapFloor>	ResolvedIborCapFloor.Meta.builder()
org.joda.beans.MetaProperty<ResolvedIborCapFloor>	ResolvedIborCapFloorTrade.Meta.product()	The meta-property for the product property.

Methods in com.opengamma.strata.product.capfloor with parameters of type ResolvedIborCapFloor

Modifier and Type	Method	Description
ResolvedIborCapFloorTrade.Builder	ResolvedIborCapFloorTrade.Builder.product(ResolvedIborCapFloor product)	Sets the resolved Ibor cap/floor product.